Hypothetical capital of CCP

Reference date:

October 31, 2019

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1,000,000

 

 

 

 

 

 

 

 

 

 

 

 

 

 

FX and precious metals market

Securities market

Derivatives market

Standardised OTC derivatives market

Hypothetical capital (KCCP)

5.58

1851.51

16.77

29.04

C-factor

0.16%

25.14%

0.66%

1.98%

DFCM

3 030.00

2 364.00

1 030.00

470.00

DFCCP

2 500.00

5 000.00 *

1 500.00

1 000.00

*including additional dedicated CCP capital in amount of 3 billion RUB